Good point... the OS could also get in the way. Also specifically antivirus and/or nonstandard firewall applications. For example, Windows ships with a built-in firewall, but some Antivirus packages like Norton and Sophos allow you to provide a replacement firewall.

Some antivirus and/or firewall applications also filter what they deem "abnormal" port traffic. For example once I was banging my head against the wall trying to figure out why Metatrader couldn't send outbound email alerts... and tracked the problem down to a "feature" in McAfee antivirus that blocked port 25 traffic by default, assuming it was a spambot since it didn't come from an "approved" application.

(note: with all of the above said -- I personally will always use an antivirus software, the Windows firewall service and a hardware firewall in front of my computer. I require these minimum basics.)